Narrow search
Showing 1 - 10 of 19
Cover Image
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong; Ma, Feng; Wei, Yu; Wu, Chongfeng - In: Journal of banking & finance 64 (2016), pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Cover Image
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong; Wu, Chongfeng - In: Energy economics 34 (2012) 6, pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Cover Image
Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Cover Image
Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng - In: Energy economics 51 (2015), pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
Cover Image
What can we learn from the history of gasoline crack spreads? : long memory, structural breaks and modeling implications
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 29 (2012) 2, pp. 349-360
Persistent link: https://www.econbiz.de/10009536826
Cover Image
Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong; Liu, Li - In: Energy economics 32 (2010) 5, pp. 987-992
Persistent link: https://www.econbiz.de/10008934354
Cover Image
Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong; Hao, Xianfeng; Wu, Chongfeng - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
Cover Image
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Cover Image
Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
Cover Image
Time‐varying parameter realized volatility models
Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng - In: Journal of forecasting 36 (2017) 5, pp. 566-580
Persistent link: https://www.econbiz.de/10011860698